+36.0%
DVN vs ADP
+23.2%
+12.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | -16.2% | +7.4% | -23.6% | -16.7% |
| 30D | -10.7% | +17.1% | -27.8% | -12.2% |
| 3M | +2.5% | +14.4% | -11.9% | +1.0% |
| 6M | -14.8% | +47.9% | -62.6% | -18.4% |
| YTD | +19.3% | +22.1% | -2.8% | +12.6% |
| 1Y | +36.0% | +21.8% | +14.2% | +30.1% |
| All | +36.0% | +23.2% | +12.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling